http://www.eviews.com/help/helpintro.ht ... kfile.html#ww100941
However, a step-by-step procedure for the correct workfile settings for unbalanced panel was not included.
My data set frequency/cross sections:
- 5 years of monthly data
- 2000 cross sections
Note: I won't be imputing/ad hoc data wrangling to fill the missing values. I would like to embrace the unbalanced panel framework to allow cross-sections to enter and leave, hopefully keeping survivorship bias to a minimum.
Can someone clarify the industry standard settings in EViews for this type of workfile structure?
(I'm using Eviews 9 and only have: Unstructured/undated, dated regular frequency and balanced panel as drop down menu options.)